# Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes

@article{Li2021LimitTF,
title={Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes},
author={Yuan Li and Mikko S. Pakkanen and Almut E. D. Veraart},
journal={Stochastic Processes and their Applications},
year={2021}
}
• Published 3 November 2021
• Mathematics
• Stochastic Processes and their Applications

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